Wenqiang Wang

Available identifiers

zbMath Open wang.wenqiangMaRDI QIDQ602167

List of research outcomes

Publication	Date of Publication	Type
Strong convergence of the Eluer-Maruyama method for stochastic fractional delay integro-differential equations	2025-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q5875018	2023-02-09	Paper
The weak convergence of Euler method for nonlinear stochastic fractional differential equations	2022-11-22	Paper
\(D\)-convergence of one-leg methods for nonlinear stiff delay differential equations with a variable delay	2022-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q5866710	2022-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q5866870	2022-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q5115279	2020-08-12	Paper
Strong convergence of the improved split-step one-leg \(\theta\) methods for stochastic differential equations	2019-09-20	Paper
Weak convergence and weak stability of a numerical method for the class of stochastic fractional differential equation with multiplicative noise	2019-06-21	Paper
Strong convergence of the split-step one-leg \(\theta \) methods for stochastic differential equations	2019-02-22	Paper
Weak convergence and weak stability of Euler method for a class of stochastic fractional differential equation with multiplicative noise	2017-07-14	Paper
Mean-square convergence of Heun method for stochastic delay differential equation with Poisson jumps	2016-08-10	Paper
Weak convergence and weak stability of implicit Euler method for stochastic fractional differential equation	2015-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q5499128	2015-02-11	Paper
Convergence of the spectral method for the linear variable coefficient neutral differential equation with variable delays	2013-01-24	Paper
Convergence of the spectral method for linear variable delay differential equations	2013-01-24	Paper
Numerical stability of Heun's method for nonlinear stochastic delay differential equations	2012-01-27	Paper
Numerical stability of Runge-Kutta methods for delay differential equations with a variable delay	2011-12-01	Paper
General dispersion and dissipation relations in a one-dimensional viscoelastic lattice	2011-11-30	Paper
Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations	2011-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q3071317	2011-02-05	Paper
Mean-square stability of Milstein methods for neutral stochastic delay differential equations	2011-02-05	Paper
Convergence of Milstein methods for scalar Fokker-Planck equations	2010-11-05	Paper
Contractivity properties of a class of linear multistep methods for nonlinear neutral delay differential equations	2010-10-31	Paper
Convergence of semi-implicit Euler method for nonlinear stochastic delay differential equations	2010-02-12	Paper
Mean-square stability of semi-implicit Euler methods for nonlinear stochastic delay differential equations	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3373914	2006-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q5698625	2005-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q5699383	2005-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q3024927	2005-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4810746	2004-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q4408087	2003-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4551691	2002-11-19	Paper
Asymptotic stability of one-leg methods of nonlinear multi-delays differential equations	2002-07-22	Paper
A class of fourth-order methods for real-time simulation	2002-03-11	Paper
Necessary and sufficient conditions for \(A\)-acceptability of high-order rational approximations to the function \(\exp (z)\)	2001-12-03	Paper

Research outcomes over time

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